ICE US Dollar Index Future September 2016
Trading Metrics calculated at close of trading on 09-Aug-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Aug-2016 |
09-Aug-2016 |
Change |
Change % |
Previous Week |
Open |
96.190 |
96.310 |
0.120 |
0.1% |
95.490 |
High |
96.420 |
96.465 |
0.045 |
0.0% |
96.500 |
Low |
96.090 |
96.015 |
-0.075 |
-0.1% |
94.940 |
Close |
96.340 |
96.132 |
-0.208 |
-0.2% |
96.136 |
Range |
0.330 |
0.450 |
0.120 |
36.4% |
1.560 |
ATR |
0.676 |
0.659 |
-0.016 |
-2.4% |
0.000 |
Volume |
6,382 |
12,048 |
5,666 |
88.8% |
83,459 |
|
Daily Pivots for day following 09-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
97.554 |
97.293 |
96.380 |
|
R3 |
97.104 |
96.843 |
96.256 |
|
R2 |
96.654 |
96.654 |
96.215 |
|
R1 |
96.393 |
96.393 |
96.173 |
96.299 |
PP |
96.204 |
96.204 |
96.204 |
96.157 |
S1 |
95.943 |
95.943 |
96.091 |
95.849 |
S2 |
95.754 |
95.754 |
96.050 |
|
S3 |
95.304 |
95.493 |
96.008 |
|
S4 |
94.854 |
95.043 |
95.885 |
|
|
Weekly Pivots for week ending 05-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
100.539 |
99.897 |
96.994 |
|
R3 |
98.979 |
98.337 |
96.565 |
|
R2 |
97.419 |
97.419 |
96.422 |
|
R1 |
96.777 |
96.777 |
96.279 |
97.098 |
PP |
95.859 |
95.859 |
95.859 |
96.019 |
S1 |
95.217 |
95.217 |
95.993 |
95.538 |
S2 |
94.299 |
94.299 |
95.850 |
|
S3 |
92.739 |
93.657 |
95.707 |
|
S4 |
91.179 |
92.097 |
95.278 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
96.500 |
95.075 |
1.425 |
1.5% |
0.551 |
0.6% |
74% |
False |
False |
13,803 |
10 |
97.540 |
94.940 |
2.600 |
2.7% |
0.665 |
0.7% |
46% |
False |
False |
17,886 |
20 |
97.620 |
94.940 |
2.680 |
2.8% |
0.595 |
0.6% |
44% |
False |
False |
17,570 |
40 |
97.620 |
93.025 |
4.595 |
4.8% |
0.716 |
0.7% |
68% |
False |
False |
21,780 |
60 |
97.620 |
93.025 |
4.595 |
4.8% |
0.652 |
0.7% |
68% |
False |
False |
17,203 |
80 |
97.620 |
92.000 |
5.620 |
5.8% |
0.642 |
0.7% |
74% |
False |
False |
13,023 |
100 |
97.620 |
92.000 |
5.620 |
5.8% |
0.628 |
0.7% |
74% |
False |
False |
10,467 |
120 |
98.745 |
92.000 |
6.745 |
7.0% |
0.621 |
0.6% |
61% |
False |
False |
8,734 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
98.378 |
2.618 |
97.643 |
1.618 |
97.193 |
1.000 |
96.915 |
0.618 |
96.743 |
HIGH |
96.465 |
0.618 |
96.293 |
0.500 |
96.240 |
0.382 |
96.187 |
LOW |
96.015 |
0.618 |
95.737 |
1.000 |
95.565 |
1.618 |
95.287 |
2.618 |
94.837 |
4.250 |
94.103 |
|
|
Fisher Pivots for day following 09-Aug-2016 |
Pivot |
1 day |
3 day |
R1 |
96.240 |
96.086 |
PP |
96.204 |
96.039 |
S1 |
96.168 |
95.993 |
|